Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52228.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48066.52 Kr¶

PnL: ---------------------------------------> -859.98 Kr¶

DD now: ---------------------------------> -1.68 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 14:25:06.299801'

Anic Portfolio¶

Today¶

Return: -0.168 %¶

This Week¶

Return: -0.168 %¶

Total portfolio value¶

Return including deposits: 70.981 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
Xvivo Perfusion 3 2.800000 880.500000 35.500000 4.200000 845.000001
SynAct Pharma 9 0.000000 674.100000 29.100000 4.510000 645.000003
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
Vitrolife 3 2.840000 694.800000 17.800000 2.630000 677.000001
Biotage 4 0.320000 620.400000 17.400000 2.890000 603.000000
Addtech B 3 1.880000 716.400000 16.400000 2.340000 699.999999
BHG Group 49 -6.190000 653.660000 14.660000 2.290000 638.999984
Indutrade 5 1.560000 1331.000000 11.000000 0.830000 1320.000000
Nolato B 12 0.090000 658.800000 10.800000 1.670000 648.000000
Addnode Group B 6 1.520000 760.800000 8.800000 1.170000 751.999998
Sdiptech B 3 0.180000 830.700000 8.700000 1.060000 822.000000
Embracer Group B 26 -0.680000 669.500000 7.500000 1.130000 661.999988
Latour B 2 1.880000 454.400000 5.400000 1.200000 449.000000
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Svolder B 35 0.810000 2173.500000 0.000000 0.000000 2173.500000
Sedana Medical 135 -2.250000 4330.800000 -0.200000 0.000000 4330.999935
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Fortnox 10 3.090000 667.000000 -1.000000 -0.150000 668.000000
NCC B 7 -1.010000 652.050000 -1.950000 -0.300000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 -0.500000 499.500000 -5.500000 -1.090000 505.000000
Volati 5 -4.220000 568.000000 -6.000000 -1.050000 574.000000
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Investor B 3 0.280000 647.400000 -10.600000 -1.610000 657.999999
Lime Technologies 2 -2.530000 579.000000 -14.000000 -2.360000 593.000000
Humana 40 1.990000 656.000000 -18.000000 -2.670000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.270000 2490.160000 -46.840000 -1.850000 2537.000032
Lundin Gold 7 0.920000 918.400000 -55.600000 -5.710000 973.999999
Creades A 7 1.680000 550.900000 -60.100000 -9.840000 610.999998
Investor A 16 0.140000 3460.800000 -84.200000 -2.380000 3545.000000
New Wave B 40 -0.450000 3801.600000 -114.400000 -2.920000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48066.520000 -859.980000 -1.67977% 48926.499863

Updated:¶

'2023-06-13 14:25:23.819040'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶